PREVIEW / futures_5min / 2009-02-10

all futures 5-min files

  file:    by_date/futures_5min/2009/2009-02-10.parquet
  size:    217 KB
  rows:    11,008

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-02-10 00:00:00	ES	Futures	809.28	809.99	808.8	809.04	679.0
2009-02-10 00:05:00	ES	Futures	809.28	809.28	808.09	808.33	1492.0
2009-02-10 00:10:00	ES	Futures	808.56	809.04	808.33	809.04	215.0
2009-02-10 00:15:00	ES	Futures	808.56	809.51	808.56	809.04	406.0
2009-02-10 00:20:00	ES	Futures	809.28	809.51	808.56	808.56	179.0
2009-02-10 00:25:00	ES	Futures	808.8	809.28	808.56	809.04	249.0
2009-02-10 00:30:00	ES	Futures	808.8	809.28	808.8	809.04	335.0
2009-02-10 00:35:00	ES	Futures	809.04	810.7	809.04	810.23	593.0
2009-02-10 00:40:00	ES	Futures	810.23	810.23	809.51	809.75	293.0
2009-02-10 00:45:00	ES	Futures	809.75	810.46	809.75	810.23	180.0
2009-02-10 00:50:00	ES	Futures	810.23	810.94	810.23	810.7	165.0
2009-02-10 00:55:00	ES	Futures	810.94	810.94	809.99	810.94	208.0
2009-02-10 01:00:00	ES	Futures	810.7	810.94	809.99	809.99	281.0
2009-02-10 01:05:00	ES	Futures	810.23	810.7	809.99	810.46	146.0
2009-02-10 01:10:00	ES	Futures	810.46	812.12	810.23	811.41	502.0
2009-02-10 01:15:00	ES	Futures	811.41	811.65	810.94	810.94	179.0
2009-02-10 01:20:00	ES	Futures	810.94	811.17	810.23	811.17	166.0
2009-02-10 01:25:00	ES	Futures	810.7	811.89	809.99	811.41	512.0
2009-02-10 01:30:00	ES	Futures	811.41	811.65	811.17	811.65	63.0
2009-02-10 01:35:00	ES	Futures	811.65	812.6	811.65	811.89	320.0
2009-02-10 01:40:00	ES	Futures	811.89	812.83	811.89	812.6	103.0
2009-02-10 01:45:00	ES	Futures	812.36	813.07	812.36	812.6	65.0
2009-02-10 01:50:00	ES	Futures	812.83	812.83	812.12	812.6	222.0
2009-02-10 01:55:00	ES	Futures	812.6	814.02	812.36	814.02	685.0
2009-02-10 02:00:00	ES	Futures	813.55	814.49	813.31	813.55	895.0
2009-02-10 02:05:00	ES	Futures	813.55	814.49	813.31	814.02	319.0
2009-02-10 02:10:00	ES	Futures	814.02	814.02	813.07	814.02	325.0
2009-02-10 02:15:00	ES	Futures	814.02	814.02	813.31	813.78	271.0
2009-02-10 02:20:00	ES	Futures	813.78	814.02	813.55	813.55	207.0
2009-02-10 02:25:00	ES	Futures	813.55	814.49	813.55	814.49	196.0
2009-02-10 02:30:00	ES	Futures	814.26	814.49	811.89	812.12	1169.0
2009-02-10 02:35:00	ES	Futures	812.12	812.36	811.65	811.89	389.0
2009-02-10 02:40:00	ES	Futures	811.89	812.83	811.89	812.36	273.0
2009-02-10 02:45:00	ES	Futures	812.6	813.55	812.6	812.6	314.0
2009-02-10 02:50:00	ES	Futures	812.83	814.02	812.83	813.55	374.0
2009-02-10 02:55:00	ES	Futures	813.31	813.78	813.07	813.55	648.0
2009-02-10 03:00:00	ES	Futures	813.55	814.02	812.36	813.78	1066.0
2009-02-10 03:05:00	ES	Futures	813.55	814.73	812.6	813.31	1319.0
2009-02-10 03:10:00	ES	Futures	813.31	814.97	812.6	813.78	2580.0
2009-02-10 03:15:00	ES	Futures	813.78	814.02	812.83	813.55	1498.0
2009-02-10 03:20:00	ES	Futures	813.31	814.02	812.6	813.55	882.0
2009-02-10 03:25:00	ES	Futures	813.78	814.02	812.6	812.83	1723.0
2009-02-10 03:30:00	ES	Futures	813.07	813.07	811.41	811.65	1599.0
2009-02-10 03:35:00	ES	Futures	811.89	811.89	809.51	809.75	3668.0
2009-02-10 03:40:00	ES	Futures	809.99	809.99	808.56	809.28	3728.0
2009-02-10 03:45:00	ES	Futures	809.51	809.75	808.8	809.04	1887.0
2009-02-10 03:50:00	ES	Futures	809.04	809.75	808.56	809.04	1528.0
2009-02-10 03:55:00	ES	Futures	809.04	809.51	808.09	809.28	2173.0
2009-02-10 04:00:00	ES	Futures	809.04	809.28	808.09	808.56	2077.0
2009-02-10 04:05:00	ES	Futures	808.56	809.99	808.56	809.99	1270.0

> showing 50 of 11,008 rows — these rows as CSV

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